ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 30-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2017 |
30-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
117-158 |
117-227 |
0-070 |
0.2% |
117-042 |
| High |
117-238 |
117-238 |
0-000 |
0.0% |
117-235 |
| Low |
117-147 |
117-158 |
0-010 |
0.0% |
117-033 |
| Close |
117-220 |
117-180 |
-0-040 |
-0.1% |
117-213 |
| Range |
0-090 |
0-080 |
-0-010 |
-11.1% |
0-202 |
| ATR |
0-102 |
0-101 |
-0-002 |
-1.6% |
0-000 |
| Volume |
593,926 |
685,570 |
91,644 |
15.4% |
3,493,679 |
|
| Daily Pivots for day following 30-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-112 |
118-066 |
117-224 |
|
| R3 |
118-032 |
117-306 |
117-202 |
|
| R2 |
117-272 |
117-272 |
117-195 |
|
| R1 |
117-226 |
117-226 |
117-187 |
117-209 |
| PP |
117-192 |
117-192 |
117-192 |
117-183 |
| S1 |
117-146 |
117-146 |
117-173 |
117-129 |
| S2 |
117-112 |
117-112 |
117-165 |
|
| S3 |
117-032 |
117-066 |
117-158 |
|
| S4 |
116-272 |
116-306 |
117-136 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-127 |
119-053 |
118-004 |
|
| R3 |
118-245 |
118-170 |
117-268 |
|
| R2 |
118-043 |
118-043 |
117-250 |
|
| R1 |
117-288 |
117-288 |
117-231 |
118-005 |
| PP |
117-160 |
117-160 |
117-160 |
117-179 |
| S1 |
117-085 |
117-085 |
117-194 |
117-123 |
| S2 |
116-278 |
116-278 |
117-175 |
|
| S3 |
116-075 |
116-203 |
117-157 |
|
| S4 |
115-193 |
116-000 |
117-101 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-287 |
117-142 |
0-145 |
0.4% |
0-093 |
0.2% |
26% |
False |
False |
636,401 |
| 10 |
117-287 |
116-295 |
0-312 |
0.8% |
0-094 |
0.2% |
66% |
False |
False |
665,074 |
| 20 |
117-287 |
116-155 |
1-132 |
1.2% |
0-095 |
0.3% |
76% |
False |
False |
698,254 |
| 40 |
118-050 |
116-155 |
1-215 |
1.4% |
0-101 |
0.3% |
64% |
False |
False |
594,647 |
| 60 |
118-050 |
116-155 |
1-215 |
1.4% |
0-103 |
0.3% |
64% |
False |
False |
398,725 |
| 80 |
118-050 |
116-155 |
1-215 |
1.4% |
0-079 |
0.2% |
64% |
False |
False |
299,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-258 |
|
2.618 |
118-127 |
|
1.618 |
118-047 |
|
1.000 |
117-318 |
|
0.618 |
117-287 |
|
HIGH |
117-238 |
|
0.618 |
117-207 |
|
0.500 |
117-198 |
|
0.382 |
117-188 |
|
LOW |
117-158 |
|
0.618 |
117-108 |
|
1.000 |
117-078 |
|
1.618 |
117-028 |
|
2.618 |
116-268 |
|
4.250 |
116-138 |
|
|
| Fisher Pivots for day following 30-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-198 |
117-206 |
| PP |
117-192 |
117-197 |
| S1 |
117-186 |
117-189 |
|